Assessing and Improving Prediction and Classification: Theory and Algorithms in C++

© Timothy Masters 2018

Timothy MastersAssessing and Improving Prediction and Classificationhttps://doi.org/10.1007/978-1-4842-3336-8_6

6. Combining Numeric Predictions

Timothy Masters¹ 

(1)

Ithaca, New York, USA

 

• Simple Average

• Unconstrained Linear Combinations

• Constrained Linear Combinations

• Variance-Weighted Interpolation

• Combination by Kernel Regression Smoothing

• Comparing the Combination Methods

In many applications, several competing models are developed. The instinctive plan is to compare the performance of these models and choose the best for the final use. But there is usually a better approach: keep and use many or all of the models. In all likelihood, some models will have weaknesses that can be alleviated by the strengths of others. By intelligently ...